NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 30-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2007 |
30-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
66.550 |
68.050 |
1.500 |
2.3% |
65.350 |
High |
67.925 |
68.075 |
0.150 |
0.2% |
67.925 |
Low |
65.950 |
67.000 |
1.050 |
1.6% |
65.275 |
Close |
67.840 |
67.210 |
-0.630 |
-0.9% |
67.840 |
Range |
1.975 |
1.075 |
-0.900 |
-45.6% |
2.650 |
ATR |
1.345 |
1.325 |
-0.019 |
-1.4% |
0.000 |
Volume |
411 |
682 |
271 |
65.9% |
1,697 |
|
Daily Pivots for day following 30-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.653 |
70.007 |
67.801 |
|
R3 |
69.578 |
68.932 |
67.506 |
|
R2 |
68.503 |
68.503 |
67.407 |
|
R1 |
67.857 |
67.857 |
67.309 |
67.643 |
PP |
67.428 |
67.428 |
67.428 |
67.321 |
S1 |
66.782 |
66.782 |
67.111 |
66.568 |
S2 |
66.353 |
66.353 |
67.013 |
|
S3 |
65.278 |
65.707 |
66.914 |
|
S4 |
64.203 |
64.632 |
66.619 |
|
|
Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.963 |
74.052 |
69.298 |
|
R3 |
72.313 |
71.402 |
68.569 |
|
R2 |
69.663 |
69.663 |
68.326 |
|
R1 |
68.752 |
68.752 |
68.083 |
69.208 |
PP |
67.013 |
67.013 |
67.013 |
67.241 |
S1 |
66.102 |
66.102 |
67.597 |
66.558 |
S2 |
64.363 |
64.363 |
67.354 |
|
S3 |
61.713 |
63.452 |
67.111 |
|
S4 |
59.063 |
60.802 |
66.383 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
68.075 |
65.450 |
2.625 |
3.9% |
1.560 |
2.3% |
67% |
True |
False |
443 |
10 |
68.075 |
64.075 |
4.000 |
6.0% |
1.555 |
2.3% |
78% |
True |
False |
287 |
20 |
68.750 |
64.075 |
4.675 |
7.0% |
1.305 |
1.9% |
67% |
False |
False |
185 |
40 |
68.750 |
61.700 |
7.050 |
10.5% |
0.868 |
1.3% |
78% |
False |
False |
107 |
60 |
68.750 |
60.090 |
8.660 |
12.9% |
0.635 |
0.9% |
82% |
False |
False |
72 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.644 |
2.618 |
70.889 |
1.618 |
69.814 |
1.000 |
69.150 |
0.618 |
68.739 |
HIGH |
68.075 |
0.618 |
67.664 |
0.500 |
67.538 |
0.382 |
67.411 |
LOW |
67.000 |
0.618 |
66.336 |
1.000 |
65.925 |
1.618 |
65.261 |
2.618 |
64.186 |
4.250 |
62.431 |
|
|
Fisher Pivots for day following 30-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
67.538 |
67.144 |
PP |
67.428 |
67.078 |
S1 |
67.319 |
67.013 |
|